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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000387 |
[ALGLIB] Optimization |
feature |
have not tried |
2010-10-28 17:09 |
2010-10-28 17:10 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
Platform |
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Status |
resolved |
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OS |
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Projection |
none |
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OS Version |
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ETA |
none |
Fixed in Version |
3.1.0 |
Product Version |
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Target Version |
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Product Build |
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Summary |
0000387: IMPLEMENTED: Cholesky preconditioner for L-BFGS algorithm |
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Description |
L-BFGS optimizer now supports dense Cholesky preconditioners (can be useful if you have approximate quadratic model of a function and want to do L-BFGS optimization using it). |
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Steps To Reproduce |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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